I am currently seeing two as well and in the past I've had a couple of years when I saw two at the same time also. The more support I have the better I do (and the less support I end up needing). I wish I could keep up with seeing two until I improved a bit more but I won't be able to either. In the past I paid to see the two therapists privately. Currently I'm paying to see one therapist privately and I'm seeing one through the public system (short-term and only about once a month now anyway). My main therapist "helpfully" said to when I was struggling with it all "It depends on how entitled you feel." In a way, I guess she is sort of right. As much as many of us struggle, we just have to make do with the most we can manage, and often that's a whole lot less than what would help the most. So that's my slightly negative take on this!

You might be surprised with the DBT group and find it provides a whole lot more than you expect. It's worth discussing your options with your main therapist. Although he might not be able to offer you more assistance himself, he might be able to help you to find additional support, and at the very least, to cope as best you can in that in between session time.